Everyone's already listed most of the good ones... Some other favorite's include:
Spoilers in white text:
-Orguss Momu, Kei, & Orsen all in the final episode, damn that ending rocked.
-The death of the Andromeda & its captain in Yamato series II
-Victory Gundam: The early members of the Strike team (it's been
a few months since I've seen it), but the one that sticks out most in my mind is the funeral where all members put make-up on their comrads corpse
-Victor Gundam: When Uso's mother died, the tire ripping her head off....
-Zeta: Scirocco getting revenge on Kamille with his dying Newtype breath
-Giant Robo:Ginrei being killed by her own brother, just for him to find out that their father was never out for revenge to begin with
Bah, I could go on, it's someone else's turn.